+49.9%
IEMG vs ALB
-43.9%
+93.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.1% |
| 7D | +1.6% | -8.6% | +10.2% | +3.0% |
| 30D | +4.6% | -4.0% | +8.7% | +5.1% |
| 3M | +4.8% | -17.4% | +22.2% | +7.7% |
| 6M | +16.8% | -25.4% | +42.2% | +21.2% |
| YTD | +24.8% | -10.5% | +35.4% | +25.2% |
| 1Y | +34.3% | +75.8% | -41.5% | +19.8% |
| 3Y | +87.0% | -28.5% | +115.5% | +85.1% |
| 5Y | +49.9% | -45.1% | +95.0% | +48.4% |
| All | +49.9% | -43.9% | +93.8% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling